+11.5%
SPMO vs WCN
+16.1%
-4.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | 0.0% |
| 7D | -8.9% | +6.7% | -15.6% | -6.9% |
| 30D | -13.8% | +24.3% | -38.1% | -7.7% |
| 3M | -12.5% | +16.1% | -28.6% | -8.1% |
| 6M | -1.5% | +19.9% | -21.4% | +4.6% |
| YTD | +11.3% | +10.1% | +1.2% | +19.5% |
| 1Y | +11.5% | +14.4% | -3.0% | +19.3% |
| All | +11.5% | +16.1% | -4.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling